+58.5%
ENTG vs MSI
+76.4%
-17.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -3.9% | -3.8% |
| 7D | +15.2% | +3.2% | +11.9% | +14.6% |
| 30D | -3.6% | +17.6% | -21.2% | -6.7% |
| 3M | -10.0% | +14.5% | -24.5% | -12.6% |
| 6M | +1.8% | +34.3% | -32.5% | -6.6% |
| YTD | +75.5% | +39.7% | +35.8% | +54.7% |
| 1Y | +82.4% | +40.2% | +42.2% | +60.5% |
| 3Y | +58.5% | +77.1% | -18.6% | +0.5% |
| All | +58.5% | +76.4% | -17.9% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling